Where Used List (Table) for SAP ABAP Table VTVSZKO (Scenario Header Table)
SAP ABAP Table
VTVSZKO (Scenario Header Table) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
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1 | ![]() |
AFWKFRA_KB0 | Key Figures: NPV with Currency | ![]() |
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2 | ![]() |
AFWKFRA_KB0_H | Key Figures: NPV with Currency | ![]() |
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3 | ![]() |
CFM_RDB_BIW_KEYFIG_1_ATTR | Key Figures (Ratios from Display Currency) - Attributes | ![]() |
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4 | ![]() |
CFM_RDB_BIW_KEYFIG_3_ATTR | Key Figures (Amounts in Display Currency) - Attributes | ![]() |
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5 | ![]() |
I9RMEOBWK | Barwert:: | ![]() |
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6 | ![]() |
JBRBPAKTIN | Net Present Value (Old) | ![]() |
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7 | ![]() |
JBRREGD | Rule Definition | ![]() |
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8 | ![]() |
JBRRPSENIN | RM: Calculation of Sensitivites/NPV | ![]() |
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9 | ![]() |
JBRSVADOKU | RM-SA: Table for Documentation in Generated Reports 39-42 | ![]() |
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10 | ![]() |
JBRSZENRAN | RM: Ranges Table for Scenarios as Transfer Structure | ![]() |
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11 | ![]() |
VTVBARM_MR | Treasury: Non-Cumulative Values Market Risk: Characteristics | ![]() |
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12 | ![]() |
VTVEODD | RM Result object - single value analysis NPV/simulation | ![]() |
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13 | ![]() |
VTVIVOLA | Buffer structure for interest volatilities | ![]() |
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14 | ![]() |
VTVRFVOLA | Buffer Structure for Risk Factor Volatilities | ![]() |
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15 | ![]() |
VTVSZCR | Scenario Database: Exchange Rates | ![]() |
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16 | ![]() |
VTVSZCVO | Scenario database: exchange rate volatilities | ![]() |
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17 | ![]() |
VTVSZIDX | Scenario Database: Stock Indices | ![]() |
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18 | ![]() |
VTVSZIDXVO | Scenario Database: Index Volatilities | ![]() |
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19 | ![]() |
VTVSZIN | Scenario Database: Interest | ![]() |
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20 | ![]() |
VTVSZIVO | Scenario database: interest volatilities | ![]() |
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21 | ![]() |
VTVSZKO_FTBC | Append for VTVSZKO | ![]() |
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22 | ![]() |
VTVSZVERL | Scenario Progression: List of Scenarios and Validity Dates | ![]() |
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23 | ![]() |
VTVSZVOLA | Buffer Structure for Exchange Rate Volatilities | ![]() |
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24 | ![]() |
VTVSZWPKUR | Scenario Database: Security Prices | ![]() |
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25 | ![]() |
VTVSZWPKUV | Scenario Database: Security Price Volatilities | ![]() |
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26 | ![]() |
VTVSZYC | Scenario Database: Yield Curve Types | ![]() |
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27 | ![]() |
VTVSZZK | Structure for Scenario Maintenance | ![]() |
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28 | ![]() |
VTVWVOLA | Buffer structure for interest volatilities | ![]() |
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29 | ![]() |
VTV_IRRES | Treasury CRM: Display structure effective interest rate | ![]() |
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30 | ![]() |
VTV_PVANZ | Treasury CRM: Display Structure NPV | ![]() |
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31 | ![]() |
VTV_RESULT | Treasury CRM: Display Structure Effective Rate | ![]() |
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32 | ![]() |
VTV_SKRES | Treasury CRM: Display Structure Effective Rate | ![]() |
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33 | ![]() |
VTV_TORANZ | Displ.Structure for Total Return | ![]() |
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